pub struct GoldenSectionSearch<F> { /* private fields */ }
Expand description

The golden-section search is a technique for finding an extremum (minimum or maximum) of a function inside a specified interval.

The method operates by successively narrowing the range of values on the specified interval, which makes it relatively slow, but very robust. The technique derives its name from the fact that the algorithm maintains the function values for four points whose three interval widths are in the ratio 2-φ:2φ-3:2-φ where φ is the golden ratio. These ratios are maintained for each iteration and are maximally efficient.

The min_bound and max_bound arguments define values that bracket the expected minimum.

Requires an initial guess which is to be provided via Executors configure method.

Requirements on the optimization problem

The optimization problem is required to implement CostFunction.

Reference

https://en.wikipedia.org/wiki/Golden-section_search

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impl<F> GoldenSectionSearch<F>
where F: ArgminFloat,

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pub fn new(min_bound: F, max_bound: F) -> Result<Self, Error>

Construct a new instance of GoldenSectionSearch.

The min_bound and max_bound arguments define values that bracket the expected minimum.

Example
let gss = GoldenSectionSearch::new(-2.5f64, 3.0f64)?;
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pub fn with_tolerance(self, tolerance: F) -> Result<Self, Error>

Set tolerance.

Must be larger than 0 and defaults to 0.01.

Example
let gss = GoldenSectionSearch::new(-2.5f64, 3.0f64)?.with_tolerance(0.0001)?;

Trait Implementations§

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impl<F: Clone> Clone for GoldenSectionSearch<F>

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fn clone(&self) -> GoldenSectionSearch<F>

Returns a copy of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl<'de, F> Deserialize<'de> for GoldenSectionSearch<F>
where F: Deserialize<'de>,

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl<F> Serialize for GoldenSectionSearch<F>
where F: Serialize,

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more
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impl<O, F> Solver<O, IterState<F, (), (), (), (), F>> for GoldenSectionSearch<F>
where O: CostFunction<Param = F, Output = F>, F: ArgminFloat,

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const NAME: &'static str = "Golden-section search"

Name of the solver. Mainly used in Observers.
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fn init( &mut self, problem: &mut Problem<O>, state: IterState<F, (), (), (), (), F> ) -> Result<(IterState<F, (), (), (), (), F>, Option<KV>), Error>

Initializes the algorithm. Read more
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fn next_iter( &mut self, problem: &mut Problem<O>, state: IterState<F, (), (), (), (), F> ) -> Result<(IterState<F, (), (), (), (), F>, Option<KV>), Error>

Computes a single iteration of the algorithm and has access to the optimization problem definition and the internal state of the solver. Returns an updated state and optionally a KV which holds key-value pairs used in Observers.
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fn terminate( &mut self, _state: &IterState<F, (), (), (), (), F> ) -> TerminationStatus

Used to implement stopping criteria, in particular criteria which are not covered by (terminate_internal. Read more
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fn terminate_internal(&mut self, state: &I) -> TerminationStatus

Checks whether basic termination reasons apply. Read more

Auto Trait Implementations§

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impl<F> RefUnwindSafe for GoldenSectionSearch<F>
where F: RefUnwindSafe,

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impl<F> Send for GoldenSectionSearch<F>
where F: Send,

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impl<F> Sync for GoldenSectionSearch<F>
where F: Sync,

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impl<F> Unpin for GoldenSectionSearch<F>
where F: Unpin,

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impl<F> UnwindSafe for GoldenSectionSearch<F>
where F: UnwindSafe,

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> Same for T

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type Output = T

Should always be Self
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impl<SS, SP> SupersetOf<SS> for SP
where SS: SubsetOf<SP>,

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fn to_subset(&self) -> Option<SS>

The inverse inclusion map: attempts to construct self from the equivalent element of its superset. Read more
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fn is_in_subset(&self) -> bool

Checks if self is actually part of its subset T (and can be converted to it).
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fn to_subset_unchecked(&self) -> SS

Use with care! Same as self.to_subset but without any property checks. Always succeeds.
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fn from_subset(element: &SS) -> SP

The inclusion map: converts self to the equivalent element of its superset.
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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
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impl<V, T> VZip<V> for T
where V: MultiLane<T>,

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fn vzip(self) -> V

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impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

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impl<T> SendAlias for T

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impl<T> SyncAlias for T